The status bar only displays the state of the lock. It has no effect on what the state is (except that it lets you change the state if you click the lock icon).
Looks like Layouts do not save the format lock state. I've filed a feature request with GPSoftware as it would make sense if they did.
If it's any use, Styles can set the format lock state. Styles are like Layouts but they only affect one lister.